CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	0.8765	0.8793	0.0028	0.3%	0.8893
High	0.8811	0.8816	0.0005	0.1%	0.8904
Low	0.8755	0.8772	0.0017	0.2%	0.8734
Close	0.8796	0.8780	-0.0016	-0.2%	0.8740
Range	0.0056	0.0044	-0.0012	-21.4%	0.0170
ATR	0.0077	0.0075	-0.0002	-3.1%	0.0000
Volume	59,642	54,721	-4,921	-8.3%	254,738

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8921	0.8895	0.8804
R3	0.8877	0.8851	0.8792
R2	0.8833	0.8833	0.8788
R1	0.8807	0.8807	0.8784	0.8798
PP	0.8789	0.8789	0.8789	0.8785
S1	0.8763	0.8763	0.8776	0.8754
S2	0.8745	0.8745	0.8772
S3	0.8701	0.8719	0.8768
S4	0.8657	0.8675	0.8756

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9303	0.9191	0.8834
R3	0.9133	0.9021	0.8787
R2	0.8963	0.8963	0.8771
R1	0.8851	0.8851	0.8756	0.8822
PP	0.8793	0.8793	0.8793	0.8778
S1	0.8681	0.8681	0.8724	0.8652
S2	0.8623	0.8623	0.8709
S3	0.8453	0.8511	0.8693
S4	0.8283	0.8341	0.8647

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8897	0.8723	0.0174	2.0%	0.0091	1.0%	33%	False	False	73,700
10	0.8931	0.8723	0.0208	2.4%	0.0082	0.9%	27%	False	False	65,216
20	0.8931	0.8723	0.0208	2.4%	0.0074	0.8%	27%	False	False	61,799
40	0.9009	0.8712	0.0297	3.4%	0.0073	0.8%	23%	False	False	63,768
60	0.9167	0.8712	0.0455	5.2%	0.0073	0.8%	15%	False	False	65,539
80	0.9226	0.8712	0.0514	5.9%	0.0067	0.8%	13%	False	False	50,289
100	0.9304	0.8712	0.0592	6.7%	0.0062	0.7%	11%	False	False	40,299
120	0.9377	0.8712	0.0665	7.6%	0.0058	0.7%	10%	False	False	33,627

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.9003
2.618	0.8931
1.618	0.8887
1.000	0.8860
0.618	0.8843
HIGH	0.8816
0.618	0.8799
0.500	0.8794
0.382	0.8789
LOW	0.8772
0.618	0.8745
1.000	0.8728
1.618	0.8701
2.618	0.8657
4.250	0.8585

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	0.8794	0.8792
PP	0.8789	0.8788
S1	0.8785	0.8784

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These figures are updated between 7pm and 10pm EST after a trading day.

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